+1,134.0%
MPC vs GAP
+34.2%
+1,099.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +3.9% | +1.7% | +2.1% | +3.4% |
| 30D | +33.8% | +9.3% | +24.4% | +30.4% |
| 3M | +49.9% | +6.1% | +43.8% | +46.5% |
| 6M | +80.9% | -2.3% | +83.2% | +78.2% |
| YTD | +147.4% | -10.6% | +158.0% | +147.6% |
| 1Y | +123.2% | -4.4% | +127.6% | +117.9% |
| 3Y | +171.7% | +118.3% | +53.4% | +91.0% |
| 5Y | +678.6% | +12.2% | +666.4% | +518.9% |
| 10Y | +1,134.0% | +33.7% | +1,100.3% | +653.4% |
| All | +1,134.0% | +34.2% | +1,099.9% | +653.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling